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As you specified low cost, I would say the IB gateway might fit the bill. You will need an active IB account, but the feed only costs $10 a month if you don't trade through IB during the month. Note though that the datafeed is slow and I wouldn't recommend it for scalping but it's serviceable for longer term day trading and position trading.
erniebilko: As I know with IB is problem that gateway needs have running platforn. I need write app which will store quotes into DB (on server) and I will do analysis on this data. So it seems that it isnt good choice.
You don't need TWS open if you use IB Gateway. Which charting platform do you use? You don't need to store the data - you can use DTN Market Access for backfill.
I keep seeing these advertisements for unfiltered data.....
Isn't the whole point of filtering the data to ensure that a rogue/erroneous data point won't ruin your day? If you have a stop in place and a bad piece of data comes in, that exceeds …